A sound and unimpeded innovation value chain is the basic guarantee for National Independent Innovation Demonstration Zone (NIIDZ) to lead high-level scientific and technological self-reliance, and shaping the efficiency advantage throughout the entire innovation process is an important starting point to drive the high-end climb of the innovation value chain. Based on the innovation panel data of 23 NIIDZs in China, a transformation efficiency evaluation system composed of three stages of creative generation, transformation and diffusion as well as innovation activities in the corresponding stages was constructed, and the transformation efficiency performance types were divided according to the locked state discrimination criteria. ArcGIS and spatial Markov chain were used to analyze the temporal and spatial change and transition characteristics of the locked state. The results show that there is still a gap between the transformation power and efficiency of the whole stage of NIIDZs compared with the frontier level, and the transformation efficiency of product and process innovation power and commercialization to scale is prominent. The locked state of NIIDZs in the developed coastal areas is volatile and cross-level transition is frequent, while the locked state of NIIDZs in the inland areas is seriously polarized, and the probability of the innovation value chain tends to be locked is greater than the probability of unlocking. The transition of locked state of innovation value chain of NIIDZs is spatially dependent, and the locked state of the adjacent zone will have a differentiated effect on the transition probability of locked state.